public void TimeReceiving1MillionMessages()
{
const string format = @"{{""cmd"":""depth"",""args"":{{""i"":""{0}"",""m"":30,""t"":""depth"",""tick_timestamp"":""2010-01-22 16:22:06"",""bid1"":0.00,""bid_volume1"":0,""ask1"":120.00,""ask_volume1"":200,""bid2"":0.00,""bid_volume2"":0,""ask2"":0.00,""ask_volume2"":0,""bid3"":0.00,""bid_volume3"":0,""ask3"":0.00,""ask_volume3"":0,""bid4"":0.00,""bid_volume4"":0,""ask4"":0.00,""ask_volume4"":0,""bid5"":0.00,""bid_volume5"":0,""ask5"":0.00,""ask_volume5"":0}}}}";
const int n = 1000000;
var messages = new string[n];
for (int i = 0; i < n; i++)
{
messages[i] = string.Format(format, i);
}
var feed = new PublicFeedStub();
var args = new List<DepthTick>(n);
Stopwatch stopwatch = Stopwatch.StartNew();
feed.RecievedDepth += (_, e) => args.Add(e);
for (int i = 0; i < n; i++)
{
feed.ReceiveMessage(messages[i]);
}
Console.WriteLine("This took {0} ms {1}", stopwatch.ElapsedMilliseconds, DateTime.Now.ToShortDateString());
// This took 24152 ms 2014-09-14
Assert.AreEqual(n, args.Count);
}
public void SetUp()
{
_feed = new PublicFeedStub();
_exceptions = new List<ExceptionEventArgs>();
_feed.Exception += (_, e) => _exceptions.Add(e);
}